This episode introduces the themes that are explored in the remainder of the series. Clarke expounds on his categorisation of mysteries, self-consciously aping the famous 'close encounters' categorisation used by some UFOlogists: Mysteries of the First Kind, Mysteries of the Second Kind and Mysteries of the Third Kind.

Also in this episode, Clarke views and describes the natural mystery of a solar eclipse

This episode is divided equally between considering evidence for the Bigfoot and Yeti. Interviewees for the segment on the Yeti include Don Whillans, Lord Hunt and Eric Shipton. Lengthy consideration is given to the Patterson-Gimlin film, and interviewees include Grover Krantz - who demonstrates several casts of alleged Bigfoot tracks that he feels bolsters his belief that the creature represents a relative of Gigantopithecus.

This episode deals with the Tunguska explosion of June 30, 1908. To this day there is uncertainty as to the true nature of the incident and its possible implications should such an event happen again.